Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47788.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46393.22 Kr¶

PnL: ---------------------------------------> -495.35 Kr¶

DD now: ---------------------------------> -1.731 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:49:29.826747'

Anic Portfolio¶

Today¶

Return: 0.16 %¶

This Week¶

Return: 0.536 %¶

Total¶

Return: 56.446 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.290000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.920000 430.000000 75.000000 21.130000 355.000000
Corem Property Group B 59 -2.940000 643.100000 66.100000 11.460000 576.999999
Boozt 12 0.210000 1710.000000 56.000000 3.390000 1653.999996
SAAB B 8 1.060000 3430.400000 53.400000 1.580000 3377.000000
HMS Networks 2 -0.390000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 0.250000 557.200000 29.200000 5.530000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 -0.150000 546.000000 14.000000 2.630000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Norva24 Group 16 1.530000 550.400000 7.400000 1.360000 543.000000
AcadeMedia 12 0.470000 563.280000 6.280000 1.130000 557.000004
Resurs Holding 22 0.040000 578.820000 4.820000 0.840000 573.999998
Swedbank A 3 1.130000 565.350000 1.350000 0.240000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Essity B 2 -1.100000 573.600000 -0.400000 -0.070000 574.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Securitas B 6 -0.340000 567.480000 -2.520000 -0.440000 570.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -1.080000 577.080000 -5.920000 -1.020000 582.999984
CTEK 13 0.940000 527.800000 -6.200000 -1.160000 533.999999
Nordea Bank Abp 29 -0.070000 3446.940000 -7.060000 -0.200000 3453.999992
International Petroleum Corp. 5 1.930000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 1.720000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.360000 3575.000000 -181.000000 -4.820000 3756.000001
Ovzon 52 4.070000 3057.600000 -304.400000 -9.050000 3361.999992
Fasadgruppen Group 35 -1.820000 3395.000000 -416.000000 -10.920000 3810.999990
TOTAL 46393.220000 -495.350000 -1.73097% 46888.564618

Updated:¶

'2023-01-18 11:49:42.286729'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶